Weird. Now I'm not denying you experience the problems you experience, but it is the first time I heard of it and I have been using Windows 7, XP, 8.1 and Server 2012 machines to connect through VPN to RDP to Windows 7, Windows 8.1, Server 2008 and Server 2012 machines for hours and hours on end, without any issues of any kind. And yes, that includes even sessions where I VPN/RDP to one system to another system in another network on a different location and then need to use Citrix to access yet another computer in another location. A mish-mash of connections that I sometimes have to go through, because of a legal minefield that do not allow me access directly.
But no crapping out of RDP through VPN in any combination.